+27.9%
SPMO vs LBRT
+119.0%
-91.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | +2.7% | +10.2% | -7.5% | +1.6% |
| 30D | +1.1% | +4.9% | -3.8% | +0.5% |
| 3M | +2.0% | -21.2% | +23.3% | +3.5% |
| 6M | +26.5% | -19.9% | +46.5% | +27.9% |
| YTD | +26.5% | +20.8% | +5.7% | +23.1% |
| 1Y | +27.9% | +123.5% | -95.6% | +22.0% |
| All | +27.9% | +119.0% | -91.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling